RoyMech is a useful website full of specific engineering data.

http://www.roymech.co.uk/

The website says it best itself;

This site provides useful information, tables , schedules and formula related to mechanical engineering and engineering materials. It provides convenient access to data for design engineers and engineering draughtsmen.

Although, it’s generally easier to find information via Google (eg. searching for “Bolt Sizes Roymech”) than to browse to the right page on the site itself.

Edit: Sadly the original site is no longer up, but there are a number of mirror sites around the web, such as http://web.archive.org/web/20181220093441/http://roymechx.co.uk/ , don’t panic, you can still find it.